{
  "run_time": "2026-03-20T21:05:40.946619",
  "stocks": [
    "TSLA",
    "AMD",
    "ARM",
    "CRWD",
    "MSTR",
    "PLTR",
    "SOFI"
  ],
  "is_split": 0.6,
  "beta_window": 60,
  "part2_signal_retest": {
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        "changed": "YES (>5pp change)"
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      "test_2b": {
        "signal": "P/C contrarian (high P/C \u2192 up)",
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        "changed": "YES (>5pp change)",
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      "test_2c": {
        "signal": "daily_buy_pct \u2192 next_day (>50% buying = up)",
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        "changed": "NO"
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      "test_2d": {
        "signal": "morning_buy_pct (fade: high morning buy \u2192 down close)",
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        "changed": "NO"
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      "test_2e": {
        "signal": "ORB break + gamma sign",
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          "alpha_wr": 1.0
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        "pos_gamma_orb_up": {
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    },
    "AMD": {
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        "changed": "YES (>5pp change)"
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      "test_2b": {
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        "changed": "YES (>5pp change)",
        "pc_median": 0.9019018093321547
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      "test_2c": {
        "signal": "daily_buy_pct \u2192 next_day (>50% buying = up)",
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        "changed": "NO"
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      "test_2d": {
        "signal": "morning_buy_pct (fade: high morning buy \u2192 down close)",
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        "alpha": {
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          "is_n": 0,
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        "changed": "YES (>5pp change)"
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      "test_2e": {
        "signal": "ORB break + gamma sign",
        "neg_gamma_orb_up": {
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        "pos_gamma_orb_up": {
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      }
    },
    "ARM": {
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        "signal": "gamma_sign \u2192 next_day",
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        "alpha": {
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        "changed": "NO"
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      "test_2b": {
        "signal": "P/C contrarian (high P/C \u2192 up)",
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          "is_wr": 0.5307692307692308,
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        "changed": "NO",
        "pc_median": 1.1969227442830956
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      "test_2c": {
        "signal": "daily_buy_pct \u2192 next_day (>50% buying = up)",
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          "n": "216",
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        "changed": "NO"
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      "test_2d": {
        "signal": "morning_buy_pct (fade: high morning buy \u2192 down close)",
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        "alpha": {
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        "changed": "NO"
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      "test_2e": {
        "signal": "ORB break + gamma sign",
        "neg_gamma_orb_up": {
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        "pos_gamma_orb_up": {
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    },
    "CRWD": {
      "stock": "CRWD",
      "test_2a": {
        "signal": "gamma_sign \u2192 next_day",
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        "alpha": {
          "n": 0,
          "wr": NaN,
          "ic": NaN,
          "is_wr": NaN,
          "oos_wr": NaN
        },
        "changed": "NO"
      },
      "test_2b": {
        "signal": "P/C contrarian (high P/C \u2192 up)",
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        "alpha": {
          "n": 0,
          "wr": NaN,
          "ic": NaN,
          "is_wr": NaN,
          "oos_wr": NaN
        },
        "changed": "NO",
        "pc_median": 0.8675328356438138
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      "test_2c": {
        "signal": "daily_buy_pct \u2192 next_day (>50% buying = up)",
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        },
        "alpha": {
          "n": 0,
          "wr": NaN,
          "ic": NaN,
          "is_wr": NaN,
          "oos_wr": NaN
        },
        "changed": "NO"
      },
      "test_2d": {
        "signal": "morning_buy_pct (fade: high morning buy \u2192 down close)",
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        "alpha": {
          "n": 0,
          "wr": NaN,
          "ic": NaN,
          "is_wr": NaN,
          "oos_wr": NaN
        },
        "changed": "NO"
      },
      "test_2e": {
        "signal": "ORB break + gamma sign",
        "neg_gamma_orb_up": {
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          "raw_wr": 0.5,
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        "pos_gamma_orb_up": {
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      }
    },
    "MSTR": {
      "stock": "MSTR",
      "test_2a": {
        "signal": "gamma_sign \u2192 next_day",
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        "alpha": {
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        "changed": "YES (>5pp change)"
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      "test_2b": {
        "signal": "P/C contrarian (high P/C \u2192 up)",
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        "alpha": {
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        "changed": "YES (>5pp change)",
        "pc_median": 0.7106102061592452
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      "test_2c": {
        "signal": "daily_buy_pct \u2192 next_day (>50% buying = up)",
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        "alpha": {
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        "changed": "YES (>5pp change)"
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      "test_2d": {
        "signal": "morning_buy_pct (fade: high morning buy \u2192 down close)",
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        "changed": "NO"
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      "test_2e": {
        "signal": "ORB break + gamma sign",
        "neg_gamma_orb_up": {
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        "pos_gamma_orb_up": {
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    },
    "PLTR": {
      "stock": "PLTR",
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        "changed": "YES (>5pp change)"
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      "test_2b": {
        "signal": "P/C contrarian (high P/C \u2192 up)",
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        "changed": "NO",
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      "test_2c": {
        "signal": "daily_buy_pct \u2192 next_day (>50% buying = up)",
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        "changed": "YES (>5pp change)"
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      "test_2d": {
        "signal": "morning_buy_pct (fade: high morning buy \u2192 down close)",
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        "changed": "NO"
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      "test_2e": {
        "signal": "ORB break + gamma sign",
        "neg_gamma_orb_up": {
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    },
    "SOFI": {
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        "changed": "YES (>5pp change)"
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      "test_2b": {
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        "changed": "YES (>5pp change)",
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        "signal": "daily_buy_pct \u2192 next_day (>50% buying = up)",
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        "changed": "YES (>5pp change)"
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      "test_2d": {
        "signal": "morning_buy_pct (fade: high morning buy \u2192 down close)",
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        "alpha": {
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        "changed": "NO"
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      "test_2e": {
        "signal": "ORB break + gamma sign",
        "neg_gamma_orb_up": {
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        "pos_gamma_orb_up": {
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    }
  },
  "part3_spx_regime": {
    "TSLA": {
      "UP_BIG": {
        "n": 36,
        "gamma_sign_raw_wr": 0.4444444444444444,
        "gamma_sign_alpha_wr": 0.631578947368421,
        "n_signal": 36
      },
      "UP_SMALL": {
        "n": 21,
        "gamma_sign_raw_wr": 0.6190476190476191,
        "gamma_sign_alpha_wr": 0.5555555555555556,
        "n_signal": 21
      },
      "DOWN_SMALL": {
        "n": 25,
        "gamma_sign_raw_wr": 0.48,
        "gamma_sign_alpha_wr": 0.6666666666666666,
        "n_signal": 25
      },
      "DOWN_BIG": {
        "n": 28,
        "gamma_sign_raw_wr": 0.4642857142857143,
        "gamma_sign_alpha_wr": 0.3333333333333333,
        "n_signal": 28
      }
    },
    "AMD": {
      "UP_BIG": {
        "n": 25,
        "gamma_sign_raw_wr": 0.375,
        "gamma_sign_alpha_wr": 0.42857142857142855,
        "n_signal": 24
      },
      "UP_SMALL": {
        "n": 12,
        "gamma_sign_raw_wr": 0.4166666666666667,
        "gamma_sign_alpha_wr": null,
        "n_signal": 12
      },
      "DOWN_SMALL": {
        "n": 14,
        "gamma_sign_raw_wr": 0.7857142857142857,
        "gamma_sign_alpha_wr": 0.0,
        "n_signal": 14
      },
      "DOWN_BIG": {
        "n": 24,
        "gamma_sign_raw_wr": 0.5416666666666666,
        "gamma_sign_alpha_wr": 0.5,
        "n_signal": 24
      }
    },
    "ARM": {
      "UP_BIG": {
        "n": 53,
        "gamma_sign_raw_wr": 0.5384615384615384,
        "gamma_sign_alpha_wr": 0.5428571428571428,
        "n_signal": 52
      },
      "UP_SMALL": {
        "n": 58,
        "gamma_sign_raw_wr": 0.5689655172413793,
        "gamma_sign_alpha_wr": 0.5333333333333333,
        "n_signal": 58
      },
      "DOWN_SMALL": {
        "n": 57,
        "gamma_sign_raw_wr": 0.47368421052631576,
        "gamma_sign_alpha_wr": 0.5,
        "n_signal": 57
      },
      "DOWN_BIG": {
        "n": 46,
        "gamma_sign_raw_wr": 0.4782608695652174,
        "gamma_sign_alpha_wr": 0.43333333333333335,
        "n_signal": 46
      }
    },
    "CRWD": {
      "UP_BIG": {
        "n": 16,
        "gamma_sign_raw_wr": 0.375,
        "gamma_sign_alpha_wr": null,
        "n_signal": 16
      },
      "UP_SMALL": {
        "n": 12,
        "gamma_sign_raw_wr": 0.4166666666666667,
        "gamma_sign_alpha_wr": null,
        "n_signal": 12
      },
      "DOWN_SMALL": {
        "n": 12,
        "gamma_sign_raw_wr": 0.6666666666666666,
        "gamma_sign_alpha_wr": null,
        "n_signal": 12
      },
      "DOWN_BIG": {
        "n": 16,
        "gamma_sign_raw_wr": 0.7333333333333333,
        "gamma_sign_alpha_wr": null,
        "n_signal": 15
      }
    },
    "MSTR": {
      "UP_BIG": {
        "n": 25,
        "gamma_sign_raw_wr": 0.5416666666666666,
        "gamma_sign_alpha_wr": 0.5714285714285714,
        "n_signal": 24
      },
      "UP_SMALL": {
        "n": 12,
        "gamma_sign_raw_wr": 0.6666666666666666,
        "gamma_sign_alpha_wr": null,
        "n_signal": 12
      },
      "DOWN_SMALL": {
        "n": 14,
        "gamma_sign_raw_wr": 0.6428571428571429,
        "gamma_sign_alpha_wr": 0.0,
        "n_signal": 14
      },
      "DOWN_BIG": {
        "n": 24,
        "gamma_sign_raw_wr": 0.375,
        "gamma_sign_alpha_wr": 0.25,
        "n_signal": 24
      }
    },
    "PLTR": {
      "UP_BIG": {
        "n": 48,
        "gamma_sign_raw_wr": 0.3829787234042553,
        "gamma_sign_alpha_wr": 0.43333333333333335,
        "n_signal": 47
      },
      "UP_SMALL": {
        "n": 52,
        "gamma_sign_raw_wr": 0.4230769230769231,
        "gamma_sign_alpha_wr": 0.6153846153846154,
        "n_signal": 52
      },
      "DOWN_SMALL": {
        "n": 50,
        "gamma_sign_raw_wr": 0.52,
        "gamma_sign_alpha_wr": 0.4864864864864865,
        "n_signal": 50
      },
      "DOWN_BIG": {
        "n": 40,
        "gamma_sign_raw_wr": 0.425,
        "gamma_sign_alpha_wr": 0.4166666666666667,
        "n_signal": 40
      }
    },
    "SOFI": {
      "UP_BIG": {
        "n": 48,
        "gamma_sign_raw_wr": 0.5106382978723404,
        "gamma_sign_alpha_wr": 0.6,
        "n_signal": 47
      },
      "UP_SMALL": {
        "n": 52,
        "gamma_sign_raw_wr": 0.4807692307692308,
        "gamma_sign_alpha_wr": 0.5384615384615384,
        "n_signal": 52
      },
      "DOWN_SMALL": {
        "n": 50,
        "gamma_sign_raw_wr": 0.46,
        "gamma_sign_alpha_wr": 0.5945945945945946,
        "n_signal": 50
      },
      "DOWN_BIG": {
        "n": 40,
        "gamma_sign_raw_wr": 0.6,
        "gamma_sign_alpha_wr": 0.5,
        "n_signal": 40
      }
    }
  },
  "part4_spx_filter": {
    "TSLA": {
      "neg_gamma_spx_up": {
        "desc": "NEG gamma + prior SPX up \u2192 long (stock amplifies)",
        "n": 14,
        "raw_wr": 0.5,
        "alpha_wr": 0.4
      },
      "neg_gamma_spx_down": {
        "desc": "NEG gamma + prior SPX down \u2192 short (stock amplifies down)",
        "n": 24,
        "raw_wr": 0.5833333333333334,
        "alpha_wr": 0.42857142857142855
      },
      "pc_spx_aligned": {
        "desc": "P/C high (contrarian bull) + SPX up \u2192 long",
        "n": 23,
        "raw_wr": 0.4782608695652174,
        "alpha_wr": 0.7272727272727273
      },
      "pc_spx_opposing": {
        "desc": "P/C high + SPX down (opposing) \u2192 long (weaker?)",
        "n": 32,
        "raw_wr": 0.46875,
        "alpha_wr": 0.5833333333333334
      },
      "triple_confirmation": {
        "desc": "NEG stock gamma + SPX NEG GEX + SPX DOWN \u2192 short",
        "triple": {
          "n": 19,
          "wr": 0.5789473684210527
        },
        "double": {
          "n": 24,
          "wr": 0.5833333333333334
        },
        "single": {
          "n": 38,
          "wr": 0.4473684210526316
        }
      }
    },
    "AMD": {
      "neg_gamma_spx_up": {
        "desc": "NEG gamma + prior SPX up \u2192 long (stock amplifies)",
        "n": 13,
        "raw_wr": 0.6923076923076923,
        "alpha_wr": 0.6666666666666666
      },
      "neg_gamma_spx_down": {
        "desc": "NEG gamma + prior SPX down \u2192 short (stock amplifies down)",
        "n": 20,
        "raw_wr": 0.6,
        "alpha_wr": 0.8
      },
      "pc_spx_aligned": {
        "desc": "P/C high (contrarian bull) + SPX up \u2192 long",
        "n": 14,
        "raw_wr": 0.6428571428571429,
        "alpha_wr": 0.4
      },
      "pc_spx_opposing": {
        "desc": "P/C high + SPX down (opposing) \u2192 long (weaker?)",
        "n": 21,
        "raw_wr": 0.47619047619047616,
        "alpha_wr": 0.0
      },
      "triple_confirmation": {
        "desc": "NEG stock gamma + SPX NEG GEX + SPX DOWN \u2192 short",
        "triple": {
          "n": 15,
          "wr": 0.6
        },
        "double": {
          "n": 20,
          "wr": 0.6
        },
        "single": {
          "n": 33,
          "wr": 0.5151515151515151
        }
      }
    },
    "ARM": {
      "neg_gamma_spx_up": {
        "desc": "NEG gamma + prior SPX up \u2192 long (stock amplifies)",
        "n": 45,
        "raw_wr": 0.5333333333333333,
        "alpha_wr": 0.4117647058823529
      },
      "neg_gamma_spx_down": {
        "desc": "NEG gamma + prior SPX down \u2192 short (stock amplifies down)",
        "n": 58,
        "raw_wr": 0.4827586206896552,
        "alpha_wr": 0.5
      },
      "pc_spx_aligned": {
        "desc": "P/C high (contrarian bull) + SPX up \u2192 long",
        "n": 50,
        "raw_wr": 0.54,
        "alpha_wr": 0.5
      },
      "pc_spx_opposing": {
        "desc": "P/C high + SPX down (opposing) \u2192 long (weaker?)",
        "n": 58,
        "raw_wr": 0.5517241379310345,
        "alpha_wr": 0.5
      },
      "triple_confirmation": {
        "desc": "NEG stock gamma + SPX NEG GEX + SPX DOWN \u2192 short",
        "triple": {
          "n": 29,
          "wr": 0.4827586206896552
        },
        "double": {
          "n": 58,
          "wr": 0.4827586206896552
        },
        "single": {
          "n": 103,
          "wr": 0.5242718446601942
        }
      }
    },
    "CRWD": {
      "neg_gamma_spx_up": {
        "desc": "NEG gamma + prior SPX up \u2192 long (stock amplifies)",
        "n": 4,
        "raw_wr": 0.75,
        "alpha_wr": null
      },
      "neg_gamma_spx_down": {
        "desc": "NEG gamma + prior SPX down \u2192 short (stock amplifies down)",
        "n": 9,
        "raw_wr": 0.4444444444444444,
        "alpha_wr": null
      },
      "pc_spx_aligned": {
        "desc": "P/C high (contrarian bull) + SPX up \u2192 long",
        "n": 9,
        "raw_wr": 0.6666666666666666,
        "alpha_wr": null
      },
      "pc_spx_opposing": {
        "desc": "P/C high + SPX down (opposing) \u2192 long (weaker?)",
        "n": 19,
        "raw_wr": 0.47368421052631576,
        "alpha_wr": null
      },
      "triple_confirmation": {
        "desc": "NEG stock gamma + SPX NEG GEX + SPX DOWN \u2192 short",
        "triple": {
          "n": 8,
          "wr": 0.375
        },
        "double": {
          "n": 9,
          "wr": 0.4444444444444444
        },
        "single": {
          "n": 13,
          "wr": 0.6153846153846154
        }
      }
    },
    "MSTR": {
      "neg_gamma_spx_up": {
        "desc": "NEG gamma + prior SPX up \u2192 long (stock amplifies)",
        "n": 3,
        "raw_wr": 1.0,
        "alpha_wr": null
      },
      "neg_gamma_spx_down": {
        "desc": "NEG gamma + prior SPX down \u2192 short (stock amplifies down)",
        "n": 3,
        "raw_wr": 0.3333333333333333,
        "alpha_wr": null
      },
      "pc_spx_aligned": {
        "desc": "P/C high (contrarian bull) + SPX up \u2192 long",
        "n": 17,
        "raw_wr": 0.6470588235294118,
        "alpha_wr": null
      },
      "pc_spx_opposing": {
        "desc": "P/C high + SPX down (opposing) \u2192 long (weaker?)",
        "n": 18,
        "raw_wr": 0.5,
        "alpha_wr": null
      },
      "triple_confirmation": {
        "desc": "NEG stock gamma + SPX NEG GEX + SPX DOWN \u2192 short",
        "triple": {
          "n": 2,
          "wr": null
        },
        "double": {
          "n": 3,
          "wr": 0.3333333333333333
        },
        "single": {
          "n": 6,
          "wr": 0.8333333333333334
        }
      }
    },
    "PLTR": {
      "neg_gamma_spx_up": {
        "desc": "NEG gamma + prior SPX up \u2192 long (stock amplifies)",
        "n": 10,
        "raw_wr": 0.6,
        "alpha_wr": 0.6666666666666666
      },
      "neg_gamma_spx_down": {
        "desc": "NEG gamma + prior SPX down \u2192 short (stock amplifies down)",
        "n": 11,
        "raw_wr": 0.45454545454545453,
        "alpha_wr": null
      },
      "pc_spx_aligned": {
        "desc": "P/C high (contrarian bull) + SPX up \u2192 long",
        "n": 42,
        "raw_wr": 0.6190476190476191,
        "alpha_wr": 0.5172413793103449
      },
      "pc_spx_opposing": {
        "desc": "P/C high + SPX down (opposing) \u2192 long (weaker?)",
        "n": 54,
        "raw_wr": 0.6111111111111112,
        "alpha_wr": 0.6666666666666666
      },
      "triple_confirmation": {
        "desc": "NEG stock gamma + SPX NEG GEX + SPX DOWN \u2192 short",
        "triple": {
          "n": 8,
          "wr": 0.25
        },
        "double": {
          "n": 11,
          "wr": 0.45454545454545453
        },
        "single": {
          "n": 21,
          "wr": 0.5714285714285714
        }
      }
    },
    "SOFI": {
      "neg_gamma_spx_up": {
        "desc": "NEG gamma + prior SPX up \u2192 long (stock amplifies)",
        "n": 20,
        "raw_wr": 0.6,
        "alpha_wr": 0.4166666666666667
      },
      "neg_gamma_spx_down": {
        "desc": "NEG gamma + prior SPX down \u2192 short (stock amplifies down)",
        "n": 28,
        "raw_wr": 0.42857142857142855,
        "alpha_wr": 0.21428571428571427
      },
      "pc_spx_aligned": {
        "desc": "P/C high (contrarian bull) + SPX up \u2192 long",
        "n": 45,
        "raw_wr": 0.4888888888888889,
        "alpha_wr": 0.3888888888888889
      },
      "pc_spx_opposing": {
        "desc": "P/C high + SPX down (opposing) \u2192 long (weaker?)",
        "n": 51,
        "raw_wr": 0.5686274509803921,
        "alpha_wr": 0.6666666666666666
      },
      "triple_confirmation": {
        "desc": "NEG stock gamma + SPX NEG GEX + SPX DOWN \u2192 short",
        "triple": {
          "n": 19,
          "wr": 0.47368421052631576
        },
        "double": {
          "n": 28,
          "wr": 0.42857142857142855
        },
        "single": {
          "n": 48,
          "wr": 0.5833333333333334
        }
      }
    }
  },
  "part5_best_stock_strategy": {
    "all": {
      "best_gamma_stock": {
        "n": 129,
        "avg_ret": 0.0003953596090809153,
        "wr": 0.5116279069767442,
        "sharpe": 0.1504361029378257,
        "total": 0.05100138957143807
      },
      "random_stock": {
        "n": 129,
        "avg_ret": 0.0002022088944437155,
        "wr": 0.49612403100775193,
        "sharpe": 0.08022601437422414,
        "total": 0.0260849473832393
      },
      "high_beta_stock": {
        "n": 129,
        "avg_ret": 0.0040195282646674785,
        "wr": 0.5426356589147286,
        "sharpe": 1.5937403515440476,
        "total": 0.5185191461421047
      },
      "es_baseline": {
        "n": 127,
        "avg_ret": 0.00011763228847951243,
        "wr": 0.4566929133858268,
        "sharpe": 0.1471175955081592,
        "total": 0.014939300636898079
      }
    },
    "is": {
      "best_gamma_stock": {
        "n": 77,
        "avg_ret": -0.0019192067942510995,
        "wr": 0.5194805194805194,
        "sharpe": -0.621744521310371
      },
      "es_baseline": {
        "n": 76,
        "avg_ret": -7.00639123306777e-05,
        "wr": 0.4473684210526316,
        "sharpe": -0.07096922795565272
      }
    },
    "oos": {
      "best_gamma_stock": {
        "n": 52,
        "avg_ret": 0.0038226983217071677,
        "wr": 0.5,
        "sharpe": 2.1866995490911907
      },
      "es_baseline": {
        "n": 51,
        "avg_ret": 0.0003973364308633252,
        "wr": 0.47058823529411764,
        "sharpe": 1.0307287145795216
      }
    },
    "stock_selection_freq": {
      "ARM": 40,
      "PLTR": 40,
      "SOFI": 34,
      "TSLA": 10,
      "MSTR": 4,
      "AMD": 1
    },
    "n_days": 129,
    "daily_rows_sample": [
      {
        "date": "2025-04-02",
        "es_direction": 1,
        "es_morning_ret": 0.006725458756458247,
        "best_stock": "ARM",
        "best_score": 173.83036896762746,
        "best_ret": -0.09644904753097838,
        "best_alpha": -0.00025141339786965283,
        "random_ret": -0.09644904753097838,
        "highbeta_stock": "MSTR",
        "highbeta_ret": -0.09776911275888511,
        "es_ret": -0.013788098693759077,
        "n_stocks": 6
      },
      {
        "date": "2025-04-03",
        "es_direction": -1,
        "es_morning_ret": -0.000589622641509413,
        "best_stock": "ARM",
        "best_score": 391.51857566945046,
        "best_ret": 0.10306007573431575,
        "best_alpha": -0.04229334326077365,
        "random_ret": 0.10406917980009722,
        "highbeta_stock": "MSTR",
        "highbeta_ret": -0.03868362322434371,
        "es_ret": 0.034674981103552494,
        "n_stocks": 6
      },
      {
        "date": "2025-04-04",
        "es_direction": -1,
        "es_morning_ret": -0.0009448223733937722,
        "best_stock": "PLTR",
        "best_score": 219.61521146103453,
        "best_ret": -0.05248207764101176,
        "best_alpha": -0.07705875271156999,
        "random_ret": -0.05248207764101176,
        "highbeta_stock": "MSTR",
        "highbeta_ret": 0.08560417448245272,
        "es_ret": -0.03177012192037232,
        "n_stocks": 6
      },
      {
        "date": "2025-04-07",
        "es_direction": 1,
        "es_morning_ret": 0.013305003288308859,
        "best_stock": "ARM",
        "best_score": 172.18499527067866,
        "best_ret": -0.031242950597789254,
        "best_alpha": 0.029927439181099913,
        "random_ret": -0.035532994923857864,
        "highbeta_stock": "MSTR",
        "highbeta_ret": -0.11252843981947713,
        "es_ret": -0.04827389984825492,
        "n_stocks": 6
      },
      {
        "date": "2025-04-08",
        "es_direction": 1,
        "es_morning_ret": 0.0015174506828528056,
        "best_stock": "SOFI",
        "best_score": 61.94133917224594,
        "best_ret": 0.19789473684210535,
        "best_alpha": -0.04768651540735902,
        "random_ret": 0.2436748760191645,
        "highbeta_stock": "PLTR",
        "highbeta_ret": 0.18895499224004153,
        "es_ret": 0.10170086799458122,
        "n_stocks": 6
      }
    ]
  },
  "part6_hedged": {
    "MSTR": {
      "pc_contrarian": {
        "n": 35,
        "unhedged_wr": 0.5714285714285714,
        "unhedged_sharpe": 2.3249757981117103,
        "hedged_wr": 0.25,
        "hedged_sharpe": NaN,
        "avg_unhedged_ret": 0.011760616661316165,
        "avg_hedged_ret": -0.014679760892779812,
        "alpha_real": "NO"
      },
      "neg_gamma_amplification": {
        "n": 6,
        "unhedged_wr": 0.8333333333333334,
        "hedged_wr": 0.0,
        "unhedged_sharpe": 7.83188329973235,
        "hedged_sharpe": NaN,
        "alpha_real": "NO"
      }
    },
    "TSLA": {
      "pc_contrarian": {
        "n": 55,
        "unhedged_wr": 0.4727272727272727,
        "unhedged_sharpe": 0.3827165704314304,
        "hedged_wr": 0.6521739130434783,
        "hedged_sharpe": 6.217169159928096,
        "avg_unhedged_ret": 0.001446981730776551,
        "avg_hedged_ret": 0.012079034314744507,
        "alpha_real": "YES"
      },
      "neg_gamma_amplification": {
        "n": 38,
        "unhedged_wr": 0.4473684210526316,
        "hedged_wr": 0.5,
        "unhedged_sharpe": 0.1929389228635809,
        "hedged_sharpe": 0.965791568037872,
        "alpha_real": "NO"
      }
    },
    "AMD": {
      "pc_contrarian": {
        "n": 35,
        "unhedged_wr": 0.5428571428571428,
        "unhedged_sharpe": 0.9350981426935918,
        "hedged_wr": 0.2222222222222222,
        "hedged_sharpe": -2.4924099443054466,
        "avg_unhedged_ret": 0.003182703972915868,
        "avg_hedged_ret": -0.003560340288778883,
        "alpha_real": "NO"
      },
      "neg_gamma_amplification": {
        "n": 33,
        "unhedged_wr": 0.5151515151515151,
        "hedged_wr": 0.375,
        "unhedged_sharpe": 0.9251698002051209,
        "hedged_sharpe": 0.3024843216937366,
        "alpha_real": "NO"
      }
    },
    "ARM": {
      "pc_contrarian": {
        "n": 108,
        "unhedged_wr": 0.5462962962962963,
        "unhedged_sharpe": 1.9875132652903944,
        "hedged_wr": 0.5,
        "hedged_sharpe": 3.722302833022011,
        "avg_unhedged_ret": 0.005667489350967626,
        "avg_hedged_ret": 0.004454467129627266,
        "alpha_real": "NO"
      },
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